Did you watch Mekakucity Actors, get intrigued by the characters and world, but ultimately end up super confused? Same. Unfortunately for you (and me at the time), understanding the series is not as simple as heading to the manga or the light novel. You need an interest in music as well.
Mekakucity Actors is one drop in the pool of a project called Kagerou Project. It originally started as a series of Vocaloid songs, then it expanded the story through manga, light novels, and the anime, Mekakucity Actors. It is actually recommended that you save the anime for last since it can be confusing if you know nothing of Kagerou Project. Unfortunate.
Heading to the source for this series is actually really complicated, but I did find this helpful guide post on tumblr that really lays it out well. There is no one manga chapter or novel to jump into. You need to start with the music.